Optimization technique for frequency estimation: Avoiding local minima

• Published in: 2011 IEEE International Conference on Industrial Technology pp. 348 - 351
• Main Authors: Wenting Deng, Reeves, S J
• Format: Conference Proceeding
• Language: English
• Published: IEEE 01.03.2011
• Subjects: Conjugate Gradients; Convergence; Cost function; Fourier transforms; Frequency estimation; Global Minima; Gradient methods; Local Minima; Shape; Signal Parameter Estimation
• ISBN: 1424490642; 9781424490646
• DOI: 10.1109/ICIT.2011.5754400

A common practical problem when implementing signal model-fitting procedures is that of the frequency local minima. Unfortunately, conventional optimization methods, like Steepest Descent, Newton's Method and Conjugate Gradients (CG) are subject to this problem. What is worse, if the estimated frequency is not correct, the estimated signal amplitude and decay rate will be incorrect. In this paper, we propose a new optimization technique to find the global optimum in frequency estimation. Our method takes advantage of the attenuation characteristics of the signal and is incorporated into the CG algorithm. Various simulation examples illustrate the validity of the proposed approach: it can achieve the global optimal solution of frequency efficiently.